Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.482015 0.539841 0.605474 0.686281 0.784225 0.900606 1.051712
2025-11-09 0.400857 0.469397 0.552781 0.663934 0.811872 1.007767 1.297660
2025-11-16 0.358261 0.433517 0.529982 0.666874 0.863767 1.150622 1.631562
2025-11-23 0.335477 0.417492 0.527510 0.692703 0.948353 1.358117 2.144390
2025-11-30 0.310922 0.395105 0.511980 0.695372 0.996560 1.520354 2.658921
2025-12-07 0.288775 0.373108 0.493474 0.689324 1.027660 1.660409 3.210277
2025-12-14 0.268996 0.352279 0.473875 0.677835 1.045868 1.780494 3.798676
2025-12-21 0.250314 0.331296 0.451668 0.658560 1.045470 1.861749 4.350091
2025-12-28 0.241762 0.324467 0.450359 0.673995 1.113465 2.117676 5.717735
2026-01-04 0.236009 0.321250 0.454201 0.698647 1.205317 2.472355 8.042248
2026-01-11 0.224494 0.308210 0.440741 0.689699 1.223591 2.641502 9.890822
2026-01-18 0.218936 0.304070 0.441595 0.707667 1.306298 3.043193 14.440999
2026-01-25 0.206005 0.287644 0.420768 0.681934 1.283254 3.106904 16.872854
2026-02-01 0.192815 0.270113 0.396892 0.647768 1.233832 3.062372 18.259220
2026-02-08 0.185964 0.262509 0.389759 0.646733 1.268139 3.346567 25.781449
2026-02-15 0.183308 0.261573 0.394216 0.670076 1.372278 3.990752 51.038501
2026-02-22 0.177824 0.255571 0.389038 0.672183 1.419027 4.434649 93.504511
2026-03-01 0.171689 0.248127 0.380669 0.666293 1.441496 4.787366 177.600358
2026-03-08 0.165345 0.240013 0.370522 0.655324 1.446482 5.058798 364.841681
2026-03-15 0.158506 0.230749 0.357678 0.636972 1.424946 5.163997 708.056867
2026-03-22 0.156121 0.229057 0.359042 0.651652 1.513782 6.092243 NaN
2026-03-29 0.154818 0.229165 0.363833 0.675088 1.640706 7.564571 NaN
2026-04-05 0.150073 0.222962 0.355891 0.666583 1.652224 8.114057 NaN